+543.0%
XYZ vs MTSI
+479.8%
+63.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -18.4% | +14.3% | +2.9% |
| 7D | +9.2% | -24.6% | +33.8% | +20.3% |
| 30D | +9.8% | -45.7% | +55.5% | +35.3% |
| 3M | -0.2% | -27.7% | +27.6% | +6.6% |
| 6M | +18.0% | -37.3% | +55.2% | +28.3% |
| YTD | +29.1% | +11.1% | +18.0% | +6.4% |
| 1Y | +14.1% | +27.2% | -13.1% | -12.4% |
| 3Y | +72.6% | +153.7% | -81.0% | -7.9% |
| 5Y | -64.6% | +159.0% | -223.6% | -81.0% |
| 10Y | +590.0% | +405.6% | +184.4% | +138.8% |
| All | +543.0% | +479.8% | +63.2% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling